S&P GSCI All Crude Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:26.47% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7305 | 5.27 | |
| 0.0573 | 53.23 | |
| 0.9946 | 969.39 | |
| 6.4065 | 9.02 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
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